Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.530546 0.593890 0.665103 0.751773 0.855335 0.976310 1.130117
2024-10-20 0.460605 0.539287 0.633774 0.757579 0.918598 1.125499 1.419465
2024-10-27 0.405635 0.490471 0.597370 0.745493 0.951475 1.237882 1.686523
2024-11-03 0.379542 0.472728 0.595548 0.775154 1.042187 1.445366 2.148808
2024-11-10 0.363130 0.464741 0.604385 0.819408 1.161029 1.722869 2.827064
2024-11-17 0.339920 0.444344 0.592666 0.830795 1.230721 1.939415 3.495078
2024-11-24 0.316889 0.421517 0.574260 0.828346 1.276256 2.125537 4.198794
2024-12-01 0.289929 0.390370 0.539855 0.794912 1.260744 2.190243 4.659000
2024-12-08 0.267226 0.363625 0.509538 0.764167 1.244332 2.248816 5.143818
2024-12-15 0.257277 0.355239 0.507044 0.780514 1.320551 2.532564 6.504438
2024-12-22 0.255993 0.359931 0.525804 0.837003 1.489914 3.103579 9.509491
2024-12-29 0.247516 0.352472 0.523502 0.853927 1.579081 3.510686 12.542486
2025-01-05 0.232876 0.334986 0.504170 0.838884 1.601285 3.766778 15.560953
2025-01-12 0.220110 0.319636 0.487149 0.826169 1.626890 4.053301 19.675376
2025-01-19 0.206608 0.302144 0.464835 0.799772 1.613123 4.206982 23.480239
2025-01-26 0.201333 0.298094 0.466323 0.823459 1.735976 4.943331 37.328368
2025-02-02 0.198639 0.298199 0.475388 0.865017 1.922165 6.117934 73.748247
2025-02-09 0.191979 0.290893 0.469740 0.872659 2.013267 6.970477 131.143336
2025-02-16 0.184347 0.281362 0.458969 0.866864 2.061947 7.670512 232.026123
2025-02-23 0.173872 0.266168 0.436004 0.829183 1.997947 7.668613 296.586470
2025-03-02 0.164536 0.252590 0.415411 0.795236 1.940118 7.678562 389.673660
2025-03-09 0.161040 0.249399 0.415277 0.811599 2.060289 9.028429 1617.250314
2025-03-16 0.161749 0.253915 0.431062 0.870634 2.359324 12.395910 NaN